Bounds for weighted multivariate empirical distribution functions
نویسندگان
چکیده
منابع مشابه
Bounds for Functions of Multivariate Risks
Abstract. Li, Scarsini, and Shaked (1996a) provide bounds on the distribution and the tail for functions of dependent random vectors having fixed multivariate marginals. In this paper, we correct a result stated in the above article and we give improved bounds in the case of the sum of identically distributed random vectors. Moreover, we provide the dependence structures meeting the bounds when...
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ژورنال
عنوان ژورنال: Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
سال: 1985
ISSN: 0044-3719,1432-2064
DOI: 10.1007/bf00531867